RWSIX vs. RYMTX
Compare and contrast key facts about Redwood Systematic Macro Trend ("SMarT") Fund (RWSIX) and Guggenheim Managed Futures Strategy Fund (RYMTX).
RWSIX is managed by Redwood. It was launched on Nov 1, 2017. RYMTX is managed by Guggenheim. It was launched on Mar 1, 2007.
Performance
RWSIX vs. RYMTX - Performance Comparison
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RWSIX vs. RYMTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RWSIX Redwood Systematic Macro Trend ("SMarT") Fund | -1.83% | -2.43% | -0.64% | 8.92% | -6.10% | 18.37% | 22.40% | 11.18% | -3.55% | -6.27% |
RYMTX Guggenheim Managed Futures Strategy Fund | 6.71% | 5.52% | 0.56% | 3.62% | 14.75% | 2.62% | 2.07% | 7.18% | -7.87% | 2.15% |
Returns By Period
In the year-to-date period, RWSIX achieves a -1.83% return, which is significantly lower than RYMTX's 6.71% return.
RWSIX
- 1D
- 0.00%
- 1M
- -8.37%
- YTD
- -1.83%
- 6M
- -1.31%
- 1Y
- -1.07%
- 3Y*
- -0.39%
- 5Y*
- 1.20%
- 10Y*
- —
RYMTX
- 1D
- -0.14%
- 1M
- -1.08%
- YTD
- 6.71%
- 6M
- 10.43%
- 1Y
- 18.48%
- 3Y*
- 5.86%
- 5Y*
- 6.16%
- 10Y*
- 2.70%
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RWSIX vs. RYMTX - Expense Ratio Comparison
RWSIX has a 1.30% expense ratio, which is lower than RYMTX's 1.75% expense ratio.
Return for Risk
RWSIX vs. RYMTX — Risk / Return Rank
RWSIX
RYMTX
RWSIX vs. RYMTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Redwood Systematic Macro Trend ("SMarT") Fund (RWSIX) and Guggenheim Managed Futures Strategy Fund (RYMTX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| RWSIX | RYMTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.08 | 1.47 | -1.56 |
Sortino ratioReturn per unit of downside risk | -0.03 | 2.00 | -2.04 |
Omega ratioGain probability vs. loss probability | 1.00 | 1.28 | -0.29 |
Calmar ratioReturn relative to maximum drawdown | -0.22 | 2.64 | -2.86 |
Martin ratioReturn relative to average drawdown | -0.48 | 10.58 | -11.06 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| RWSIX | RYMTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.08 | 1.47 | -1.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.10 | 0.51 | -0.41 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.25 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.08 | +0.26 |
Correlation
The correlation between RWSIX and RYMTX is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
RWSIX vs. RYMTX - Dividend Comparison
RWSIX's dividend yield for the trailing twelve months is around 4.59%, less than RYMTX's 5.65% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RWSIX Redwood Systematic Macro Trend ("SMarT") Fund | 4.59% | 4.51% | 0.00% | 10.35% | 3.41% | 7.81% | 7.78% | 3.05% | 2.51% | 0.63% | 0.00% | 0.00% |
RYMTX Guggenheim Managed Futures Strategy Fund | 5.65% | 6.03% | 5.10% | 1.02% | 4.80% | 0.00% | 7.56% | 0.00% | 0.00% | 4.70% | 5.19% | 2.68% |
Drawdowns
RWSIX vs. RYMTX - Drawdown Comparison
The maximum RWSIX drawdown since its inception was -24.90%, smaller than the maximum RYMTX drawdown of -34.19%. Use the drawdown chart below to compare losses from any high point for RWSIX and RYMTX.
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Drawdown Indicators
| RWSIX | RYMTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.90% | -34.19% | +9.29% |
Max Drawdown (1Y)Largest decline over 1 year | -9.68% | -6.79% | -2.89% |
Max Drawdown (5Y)Largest decline over 5 years | -24.90% | -17.54% | -7.36% |
Max Drawdown (10Y)Largest decline over 10 years | — | -17.54% | — |
Current DrawdownCurrent decline from peak | -18.29% | -2.01% | -16.28% |
Average DrawdownAverage peak-to-trough decline | -6.72% | -19.07% | +12.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.44% | 1.69% | +2.75% |
Volatility
RWSIX vs. RYMTX - Volatility Comparison
Redwood Systematic Macro Trend ("SMarT") Fund (RWSIX) and Guggenheim Managed Futures Strategy Fund (RYMTX) have volatilities of 4.46% and 4.38%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RWSIX | RYMTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.46% | 4.38% | +0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 7.43% | 10.16% | -2.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.44% | 12.41% | -0.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.09% | 12.15% | -0.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.26% | 10.68% | +1.58% |